longbiscuit / pdfo

Powell's Derivative-Free Optimization solvers

Home Page:https://www.pdfo.net

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Authors:    Tom M. RAGONNEAU (tom.ragonneau@connect.polyu.hk)
            and Zaikun ZHANG (zaikun.zhang@polyu.edu.hk)
            Department of Applied Mathematics,
            The Hong Kong Polytechnic University

Dedicated to late Professor M. J. D. Powell FRS (1936--2015).

We look forward to your feedback! Thank you very much!

August 2021, Hong Kong
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PDFO (Powell's Derivative-Free Optimization solvers) is a cross-platform package
providing interfaces for using late Professor M. J. D. Powell's derivative-free
optimization solvers, including UOBYQA, NEWUOA, BOBYQA, LINCOA, and COBYLA.
See https://www.pdfo.net for more information.

To use the MATLAB version of PDFO, see README_mat.txt.

To use the Python version of PDFO, see README_py.txt.

This package makes use of a modified version of Powell's Fortran code. See
folder "original" in "fsrc" for Powell's original code.

The development of this package is funded by the Hong Kong RGC
(ref. PolyU 253012/17P and PolyU 153054/20P), the Hong Kong Ph.D. Fellowship
Scheme (ref. PF18-24698), and The Hong Kong Polytechnic University.

PDFO is dedicated to the memory of late Professor Powell with gratitude for
his inspiration and for the treasures he left to us. We are also grateful
to Professor Ya-xiang Yuan for his everlasting encouragement and support.

About

Powell's Derivative-Free Optimization solvers

https://www.pdfo.net

License:GNU Lesser General Public License v3.0


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Language:Fortran 67.8%Language:Python 16.4%Language:MATLAB 15.7%Language:Makefile 0.2%